-36.7%
SWK vs EPAM
-81.9%
+45.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.4% |
| 7D | -0.4% | +2.0% | -2.4% | -0.9% |
| 30D | -5.7% | +6.5% | -12.2% | -7.2% |
| 3M | +24.1% | +19.9% | +4.1% | +18.6% |
| 6M | +24.7% | -16.9% | +41.6% | +27.9% |
| YTD | +33.9% | -42.9% | +76.8% | +47.5% |
| 1Y | +34.7% | -30.4% | +65.1% | +41.7% |
| 3Y | +15.3% | -54.7% | +70.0% | +27.9% |
| All | -36.7% | -81.9% | +45.2% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling